I have notice that my grbl led blue not working but X, Y, Z led activity is working fine during operation. Just that the LED blue light on my grbl is not working i have ordered and assembled it a few months ago.
I guess it’s possible the led blew out. odd but possible 
as long as the machine is working ok
The blue LED is connected directly to the motor voltage and then to ground through a current limiting resistor. If you have motor voltage present but no blue LED then there could be a bad solder joint, a bad LED, or a bad resistor.
None of that will affect the way your machine works you just won’t have the LED to show that power is on.